+163.6%
W vs HDB
+122.9%
+40.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.8% |
| 7D | -4.2% | +0.4% | -4.6% | -4.4% |
| 30D | -7.6% | -2.8% | -4.8% | -6.1% |
| 3M | +37.2% | -3.5% | +40.7% | +39.3% |
| 6M | +26.3% | -24.7% | +51.0% | +49.3% |
| YTD | -1.0% | -36.6% | +35.6% | +29.4% |
| 1Y | +20.1% | -34.4% | +54.5% | +53.1% |
| 3Y | +37.8% | -24.4% | +62.2% | +56.3% |
| 5Y | -63.7% | -35.4% | -28.3% | -54.8% |
| 10Y | +156.3% | +39.5% | +116.8% | +84.5% |
| All | +163.6% | +122.9% | +40.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling